+109.0%
CTVA vs CVE
+317.2%
-208.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | +4.9% | +2.5% | +2.4% | +4.3% |
| 30D | +11.9% | +16.7% | -4.8% | +7.3% |
| 3M | +13.7% | +9.3% | +4.4% | +10.5% |
| 6M | +13.1% | +43.6% | -30.5% | +1.4% |
| YTD | +32.0% | +93.6% | -61.6% | +8.5% |
| 1Y | +22.1% | +98.8% | -76.7% | -0.8% |
| 3Y | +77.5% | +73.6% | +3.9% | +46.0% |
| All | +109.0% | +317.2% | -208.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling